Research classified by Journal of Economic Literature (JEL) codes

1. Nowcasting
2. Bayesian Vector autoregressions (BVARs)
3. Dynamic Factor Models

2024

• Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin, 2024, "Interconnectedness in the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-066, Aug, DOI: 10.17016/FEDS.2024.066.
• Matteo Barigozzi & Matteo Luciani, 2024, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-086, Oct, DOI: 10.17016/FEDS.2024.086.
• Matteo Barigozzi & Claudio Lissona & Matteo Luciani, 2024, "Measuring the Euro Area Output Gap," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-099, Dec, DOI: 10.17016/FEDS.2024.099.
• Tarek A. Hassan & Stephan Hollander & Aakash Kalyani & Markus Schwedeler & Ahmed Tahoun & Laurence van Lent, 2024, "Text as Data in Economic Analysis," Working Papers, Federal Reserve Bank of St. Louis, number 2024-022, Sep, revised 11 Sep 2025, DOI: 10.20955/wp.2024.022.
• Prodosh Eugene Simlai, 2024, "Risk Characterization of Firms with ESG Attributes Using a Supervised Machine Learning Method," JRFM, MDPI, volume 17, issue 5, pages 1-9, May.
• Tetiana Yukhymenko & Oleh Sorochan, 2024, "Impact of the central bank's communication on macro financial outcomes," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 01-2024, Feb.
• Christophe Hurlin & Christophe Pérignon & Sébastien Saurin, 2024, "The Fairness of Credit Scoring Models," Post-Print, HAL, number hal-04787960, Nov, DOI: 10.1287/mnsc.2022.03888.
• Jérôme Dugast & Thierry Foucault, 2024, "Equilibrium Data Mining and Data Abundance," Post-Print, HAL, number hal-04941346, Oct, DOI: 10.1111/jofi.13397.
• Els Bekaert & Amelie Constant & Killian Foubert & Ilse Ruyssen, 2024, "Longing for which home: A global analysis of the determinants of aspirations to stay, return or migrate onwards," Post-Print, HAL, number hal-04951541, Mar, DOI: 10.1016/j.jebo.2024.02.001.
• Odran Bonnet & François Le Grand & Tom Olivia & Xavier Ragot & Lionel Wilner, 2024, "The consumption response to unemployment : evidence from French bank account data
  [Lorsqu’ils perdent leur emploi, les ménages puisent-ils dans leur épargne ou réduisent-ils leurs dépenses ? – une ," Sciences Po Economics Publications (main), HAL, number hal-05316543, Oct.
• Odran Bonnet & François Le Grand & Tom Olivia & Xavier Ragot & Lionel Wilner, 2024, "The consumption response to unemployment : evidence from French bank account data
  [Lorsqu’ils perdent leur emploi, les ménages puisent-ils dans leur épargne ou réduisent-ils leurs dépenses ? – une ," Working Papers, HAL, number hal-05316543, Oct.
• Dalloul, Ami, 2024, "The Fed Speaks, but does the Press Repeat? Investigating the Communication Channel between the Fed and the Written Press," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-724, Aug.
• Christian Møller Dahl & Torben Johansen & Christian Vedel, 2024, "Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE," Working Papers, European Historical Economics Society (EHES), number 0255, Apr.
• Bertsch, Christoph & Hull, Isaiah & Lumsdaine, Robin L. & Zhang, Xin, 2024, "Four Facts about International Central Bank Communication," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 432, Mar.
• Elok Heniwati & Angga Hervianto, 2024, "Logistic Regression to Predict BPK's Audit Opinion," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 118-127, June, DOI: 10.33146/2307-9878-2024-2(104)-118-.
• Bjarni G. Einarsson, 2024, "Online Monitoring of Policy Optimality," Economics, Department of Economics, Central bank of Iceland, number wp95, Apr.
• Wishnu Badrawani & Citra Amanda & MHA Ridhwan & Novi Maryaningsih & Faizal Kurniawan & Irfan Sampe & Renardi Ardiya Bimantoro & Maulana Ryan Nurfadhila, 2024, "Indeks Konsumsi/Pembayaran Nasional (Ikpn): Proksi Konsumsi Rumah Tangga Berbasis Data Sistem Pembayaran," Working Papers, Bank Indonesia, number WP/13/2024.
• Surabhi Garg & Srijit Mishra, 2024, "Effect of demand and supply side factors on school education outcomes in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2024-013, Jul.
• Catalina Bolancé & Montserrat Guillen & Ana M. Pérez-Marín & Anna-Patrícia Orteu, 2024, "Difference-in-Difference models to estimate causal effects on auto insurers behavior," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202411, Feb, revised Feb 2024.
• Ahrens, Achim & Hansen, Christian B. & Schaffer, Mark E & Wiemann, Thomas, 2024, "Model Averaging and Double Machine Learning," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16714, Jan.
• Lee, Wang-Sheng & Tran, Trang My, 2024, "Emissions from Military Training: Evidence from Australia," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16889, Mar.
• Kumar, Pradeep & Nicodemo, Catia & Oreffice, Sonia & Quintana-Domeque, Climent, 2024, "Machine Learning and Multiple Abortions," IZA Discussion Papers, Institute of Labor Economics (IZA), number 17046, Jun.
• Barbaglia, Luca & Bellia, Mario & Di Girolamo, Francesca & Rho, Caterina, 2024, "Crypto news and policy innovations: Are European markets affected?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2024-07, Nov.
• Zongwu Cai & Pixiong Chen, 2024, "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202411, Sep, revised Sep 2024.
• Yamin Ahmad & Adam Check & Ming Chien Lo, 2024, "Unit Roots in Macroeconomic Time Series: A Comparison of Classical, Bayesian and Machine Learning Approaches," Computational Economics, Springer;Society for Computational Economics, volume 63, issue 6, pages 2139-2173, June, DOI: 10.1007/s10614-023-10397-0.
• Rama K. Malladi, 2024, "Benchmark Analysis of Machine Learning Methods to Forecast the U.S. Annual Inflation Rate During a High-Decile Inflation Period," Computational Economics, Springer;Society for Computational Economics, volume 64, issue 1, pages 335-375, July, DOI: 10.1007/s10614-023-10436-w.
• Ghislain Geniaux, 2024, "Speeding up estimation of spatially varying coefficients models," Journal of Geographical Systems, Springer, volume 26, issue 3, pages 293-327, July, DOI: 10.1007/s10109-024-00442-3.
• Muhammad Asad & Saeed Akbar & Sabur Mollah, 2024, "The role of independent directors’ tenure and network in controlling real-earnings management practices," Review of Quantitative Finance and Accounting, Springer, volume 63, issue 4, pages 1251-1279, November, DOI: 10.1007/s11156-024-01288-y.
• Karolis Matikonis & Matthew Gobey, 2024, "Small Business Property Tax Reductions and Firm Productivity," Small Business Economics, Springer, volume 62, issue 1, pages 307-324, January, DOI: 10.1007/s11187-023-00768-0.
• Marie Madeleine Meurer & Maksim Belitski & Christian Fisch & Roy Thurik, 2024, "What gets published and what doesn’t? Exploring optimal distinctiveness and diverse expectations in entrepreneurship articles," Small Business Economics, Springer, volume 63, issue 3, pages 1139-1170, October, DOI: 10.1007/s11187-023-00865-0.
• Bachmann Ronald & Boockmann Bernhard & Vonnahme Christina & Wiemann Jan Simon, 2024, "Internationale Dateninnovationen: Potenziale für die deutsche Arbeitsmarkt- und Sozialpolitik," Zeitschrift für Wirtschaftspolitik, De Gruyter, volume 73, issue 1, pages 1-23, May, DOI: 10.1515/zfwp-2024-2001.
• Albina Latifi & David Lenz & Peter Winker, 2024, "Identification of Innovation Drivers Based on Technology-Related News Articles," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202401, Jan.
• Jenny Bethäuser, 2024, "Impact of Policy Measures and Behavior on the COVID Pandemic in Germany," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202411, Jun.
• Paulo Barbosa & João Cortes & João Amador, 2024, "Distance to Export: A Machine Learning Approach with Portuguese Firms," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 182, Jul, revised Jul 2024.
• Asia J. Biega, 2024, "Data Repurposing through Compatibility: A Computational Perspective," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 180, issue 2, pages 368-392, DOI: 10.1628/jite-2024-0017.
• Piroska Nagy Mohacsi & Tatiana Evdokimova & Olga Ponomarenko & Elina Ribakova, 2024, "Emerging Market Central Banking and Communication: The Great Catchup," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 23, issue 1, pages 29-49.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2024, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/24.
• James D. Hamilton & Xinwei Ma & Jin Xi, 2024, "Principal Component Analysis for a Mix of Stationary and Nonstationary Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 32068, Jan.
• Yi Chen & Hanming Fang & Yi Zhao & Zibo Zhao, 2024, "Recovering Overlooked Information in Categorical Variables with LLMs: An Application to Labor Market Mismatch," NBER Working Papers, National Bureau of Economic Research, Inc, number 32327, Apr.
• Damir Filipović & Markus Pelger & Ye Ye, 2024, "Shrinking the Term Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 32472, May.
• Antoine Didisheim & Shikun (Barry) Ke & Bryan T. Kelly & Semyon Malamud, 2024, "APT or “AIPT”? The Surprising Dominance of Large Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 33012, Sep.
• Ruslan Goyenko & Bryan T. Kelly & Tobias J. Moskowitz & Yinan Su & Chao Zhang, 2024, "Trading Volume Alpha," NBER Working Papers, National Bureau of Economic Research, Inc, number 33037, Oct.
• Rui Da & Stefan Nagel & Dacheng Xiu, 2024, "The Statistical Limit of Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 33070, Oct.
• Yue Cao & Judith A. Chevalier & Jessie Handbury & Hayden Parsley & Kevin R. Williams, 2024, "Distributional Impacts of the Changing Retail Landscape," NBER Working Papers, National Bureau of Economic Research, Inc, number 33307, Dec.
• Sebastian Bell & Ali Kakhbod & Martin Lettau & Abdolreza Nazemi, 2024, "Glass Box Machine Learning and Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 33320, Dec.
• Mirko Djukic, 2024, "Topic classification of economic newspaper articles in a highly inflectional language – the case of Serbia," Working Papers Bulletin, National Bank of Serbia, number 21, Mar.
• O. Bonnet & F. Le Grand & T. Olivia & X. Ragot & L.Wilner, 2024, "The consumption response to unemployment : Evidence from French bank account data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number 2024-23.
• Konstantin Kolev & Maya Tsoklinova, 2024, "The Impact of Consumer Loan Volume on Gross Fixed Capital Formation in Bulgaria: A Vector Error Correction Model (VECM) Approach," Godishnik na UNSS, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 103-116, October.
• Graham Pilgrim & Shirly Ang, 2024, "The OECD-UNSD Multinational Enterprise Information Platform," OECD Statistics Working Papers, OECD Publishing, number 2024/01, Feb, DOI: 10.1787/b7d90a06-en.
• Graham Pilgrim & Emmanuelle Guidetti & Annabelle Mourougane, 2024, "An ocean of data: The potential of data on vessel traffic," OECD Statistics Working Papers, OECD Publishing, number 2024/02, Mar, DOI: 10.1787/34b7a926-en.
• Ștefan RUSU & Marcel BOLOȘ, 2024, "Machine Learning Clustering In Financial Markets: A Literature Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 33, issue 1, pages 330-336, July.
• Thiemo Fetzer & Ludovica Gazze & Menna Bishop, 2024, "Distributional and climate implications of policy responses to energy price shocks," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 39, issue 120, pages 711-756.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Optimal Portfolio Using Factor Graphical Lasso," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 3, pages 670-695.
• Luca Mucciante & Alessio Sancetta, 2024, "Estimation of an Order Book Dependent Hawkes Process for Large Datasets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 1098-1129.
• Leonardo Bargigli & Giulio Cifarelli, 2024, "Endogenous Volatility in the Foreign Exchange Market," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 773-807.
• Minseog Oh & Donggyu Kim, 2024, "Effect of the U.S.–China Trade War on Stock Markets: A Financial Contagion Perspective," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 4, pages 954-1005.
• Donggyu Kim & Minseog Oh & Xinyu Song & Yazhen Wang, 2024, "Factor Overnight GARCH-Itô Models," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1209-1235.
• Rasmus Lönn & Peter C Schotman, 2024, "Empirical Asset Pricing with Many Test Assets," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1236-1263.
• Massimiliano Caporin & Tommaso Di Fonzo & Daniele Girolimetto, 2024, "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1759-1784.
• Anastasios Kagkadis & Ingmar Nolte & Sandra Nolte & Nikolaos Vasilas, 2024, "Factor Timing with Portfolio Characteristics," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 1, pages 84-118.
• Yufeng Han & Ai He & David E Rapach & Guofu Zhou, 2024, "Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning," Review of Finance, European Finance Association, volume 28, issue 6, pages 1807-1831.
• Mihai Ciobotea & Marian Stan, 2024, "European Perspectives on Datafication," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 175-183, August.
• Alina Bobasu & Lucia Quaglietti & Martino Ricci, 2024, "Tracking Global Economic Uncertainty: Implications for the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 72, issue 2, pages 820-857, June, DOI: 10.1057/s41308-023-00216-9.
• Yi Chen & Hanming Fang & Yi Zhao & Zibo Zhao, 2024, "Recovering Overlooked Information in Categorical Variables with LLMs: An Application to Labor Market Mismatch," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-017, Jul.
• Nwaobi, Godwin, 2024, "Productive Sectors and Digital Diffusion(Adoption) in Nigeria: Empirical Evidence," MPRA Paper, University Library of Munich, Germany, number 122392, Oct.
• Kox, Henk L.M., 2024, "Towards time-consistent bilateral FDI statistics: A new dataset covering 2001-2022," MPRA Paper, University Library of Munich, Germany, number 122883, Oct.
• Yunus Karaömer & Arif Eser Guzel, 2024, "Effect of Economic Policy Uncertainty on Stock Returns: Analysing the Moderating Role of Government Size," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 1, pages 50-72, DOI: 10.18267/j.polek.1407.
• João Amador & Paulo Barbosa & João Cortes, 2024, "Distance to Export: A Machine Learning Approach with Portuguese Firms," Working Papers, Banco de Portugal, Economics and Research Department, number w202420.
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-04, Jul, DOI: 10.47688/rdp2024-04.
• Alok Raj & Rajeev Ranjan Kumar & Anand Jeyaraj, 2024, "Antecedents and Outcomes of Big Data Adoption in Supply Chain: A Meta-Analytic Investigation," American Business Review, Pompea College of Business, University of New Haven, volume 27, issue 2, pages 775-797.
• Morteza Beiranvand & Seyed Saeed Malek Sadati & Seyed Mohammad Javad Razmi, 2024, "Nowcasting Iran's GDP Using Sentiment Analysis of Economic News," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 11, issue 3, pages 135-164.
• Fedor O. Chernenkov & Omer Allagabo Omer Mustafa, 2024, "Benefits of Big Data in the Financial Sector and Financial Stability Risks," Economic Consultant, Scientific and Educational Initiative LLC, issue 3, pages 30-43, September, DOI: 10.46224/ecoc.2024.3.3.
• Vlad TEODORESCU & Catalina-Ioana TOADER, 2024, "Using Machine Learning to Model Bankruptcy Risk in Listed Companies," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 610-619, August.
• Alexandra-Cristina-Daniela CIUVERCA, 2024, "Sentiment Analysis of Research on AI Ethics: A Web-Based Study," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 672-681, August.
• Nicola Caravaggio, 2024, "A first impact evaluation of the Italian Dignity Decree’s effects on young workers," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0280, Mar.
• Riccardo Di Francesco, 2024, "Ordered Correlation Forest," CEIS Research Paper, Tor Vergata University, CEIS, number 577, May, revised 06 May 2024.
• Chayanika Mitra, 2024, "Gender Bias in Education Expenditure among Religious and Social Groups: A Case Study for Below Class 10 Level in West Bengal," Arthaniti: Journal of Economic Theory and Practice, , volume 23, issue 1, pages 101-117, June, DOI: 10.1177/09767479211046400.
• Christopher F. Baum & Hans Lööf & Andreas Stephan & Klaus F. Zimmermann, 2024, "Estimating the Wage Premia of Refugee Immigrants: Lessons from Sweden," ILR Review, Cornell University, ILR School, volume 77, issue 4, pages 562-597, August, DOI: 10.1177/00197939241261640.
• Milen Arro-Cannarsa & Rolf Scheufele, 2024, "Nowcasting GDP: what are the gains from machine learning algorithms?," Working Papers, Swiss National Bank, number 2024-06.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024, "Quantifying uncertainty: a new era of measurement through large language models," Working Papers, Swiss National Bank, number 2024-12.
• Aurel Ruben Mäder & Matthias Jüttner & Daniel Gatica-Perez, 2024, "You are how you pay: understanding and identifying the payment behavior of sociodemographic groups," Working Papers, Swiss National Bank, number 2024-13.
• Gustavo Romero Cardoso & Marcio Issao Nakane, 2024, "What's in a headline? News impact on the Brazilian economy," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2024_12, Apr.
• Nikola Gradojevic & Dragan Kukolj, 2024, "Unlocking the black box: Non-parametric option pricing before and during COVID-19," Annals of Operations Research, Springer, volume 334, issue 1, pages 59-82, March, DOI: 10.1007/s10479-022-04578-7.
• Marc-Aurèle Divernois & Damir Filipović, 2024, "StockTwits classified sentiment and stock returns," Digital Finance, Springer, volume 6, issue 2, pages 249-281, June, DOI: 10.1007/s42521-023-00102-z.
• Axel Groß-Klußmann, 2024, "Learning deep news sentiment representations for macro-finance," Digital Finance, Springer, volume 6, issue 3, pages 341-377, September, DOI: 10.1007/s42521-024-00107-2.
• Aleksandar Kešeljević & Rok Spruk, 2024, "Estimating the effects of Syrian civil war," Empirical Economics, Springer, volume 66, issue 2, pages 671-703, February, DOI: 10.1007/s00181-023-02470-2.
• Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
• Dohyun Chun & Jongho Kang & Jihun Kim, 2024, "Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 10, issue 1, pages 1-30, December, DOI: 10.1186/s40854-024-00648-w.
• André Nunes Maranhão, 2024, "Brazilian Business Cycle Analysis in a High-Dimensional and Time-Irregular Span Context," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 20, issue 1, pages 1-58, August, DOI: 10.1007/s41549-024-00095-7.
• Meilian Zhang & Ting Yin & Emiko Usui & Takashi Oshio & Yi Zhang, 2024, "Unraveling the determinants of overemployment and underemployment among older workers in Japan: A machine learning approach," The Japanese Economic Review, Springer, volume 75, issue 4, pages 691-737, December, DOI: 10.1007/s42973-024-00173-6.
• Ferran Sancho, 2024, "Stone–Geary meets CES: the properties of an extended linear expenditure system," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 13, issue 1, pages 1-11, December, DOI: 10.1186/s40008-024-00330-5.
• Isaac K. Ofori & Camara K. Obeng & Simplice A. Asongu, 2024, "What Really Drives Economic Growth in Sub-Saharan Africa? Evidence from the Lasso Regularization and Inferential Techniques," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 15, issue 1, pages 144-179, March, DOI: 10.1007/s13132-022-01055-1.
• Alkiviadis Panagopoulos & Ioannis A. Nikas, 2024, "Evaluation of Urban Landmarks Based on Primary and Secondary Points of Interest: The Case of Museums in the City of Athens in Greece," Springer Proceedings in Business and Economics, Springer, in: Vicky Katsoni & George Cassar, "Recent Advancements in Tourism Business, Technology and Social Sciences", DOI: 10.1007/978-3-031-54338-8_37.
• Andre Rossi Oliveira, 2024, "Evaluating the Short-term Causal Effect of Early Alert on Student Performance," Research in Higher Education, Springer;Association for Institutional Research, volume 65, issue 7, pages 1395-1419, November, DOI: 10.1007/s11162-024-09795-6.
• Philipp Wegmueller & Christian Glocker, 2024, "Capturing Swiss economic confidence," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-17, December, DOI: 10.1186/s41937-024-00120-7.
• Anne Darline Youmbi & Betrand Fesuh Nono & Christian Zamo Akono, 2024, "Inequality in opportunity of access to antenatal care in Cameroon: multilevel modelling, spatial analysis and decomposition methods," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 160, issue 1, pages 1-17, December, DOI: 10.1186/s41937-024-00121-6.
• Carlos Canizares Martinez & Arne Gieseck, 2024, "The effects of macro uncertainty shocks in the euro area: A FAVAR approach," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 6/2024, Sep.
• Luke Hartigan & Tom Rosewall, 2024, "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," Working Papers, University of Sydney, School of Economics, number 2024-15, Jul.
• Salih Zeki Atilgan & Tarik Aydogdu & Mehmet Selman Colak & Muhammed Hasan Yilmaz, 2024, "Anticipating Credit Developments with Regularization and Shrinkage Methods: Evidence for Turkish Banking Industry," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2402.
• Sermet Pekin & Aykut Sengul, 2024, "The Good, the Better and the Challenging:Insights into Predicting High-Growth Firms using Machine Learning," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2413.
• Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Noah Stegehuis, 2024, "Mitigating Estimation Risk: a Data-Driven Fusion of Experimental and Observational Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-066/III, Nov.
• Christiane Baumeister & Danilo Leiva-León & Eric Sims, 2024, "Tracking Weekly State-Level Economic Conditions," The Review of Economics and Statistics, MIT Press, volume 106, issue 2, pages 483-504, March, DOI: 10.1162/rest_a_01171.
• Timothy Holt & Mitsuru Igami & Simon Scheidegger, 2024, "Detecting Edgeworth Cycles," Journal of Law and Economics, University of Chicago Press, volume 67, issue 1, pages 67-102, DOI: 10.1086/726224.
• Tae-Hwy Lee & Ekaterina Seregina, 2024, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202413, Dec.
• Tetiana Yukhymenko & Oleh Sorochan, 2024, "Impact of the Central Bank's Communication on Macrofinancial Outcomes," Working Papers, National Bank of Ukraine, number 01/2024, Feb.
• Hebdzyński Michał, 2024, "Are Hedonic Models Really Quality-Adjusted? The Role of Apartment Quality in Hedonic Models of Housing Rental Market," Real Estate Management and Valuation, Sciendo, volume 32, issue 2, pages 46-57, DOI: 10.2478/remav-2024-0014.
• Adam Korniejczuk & Robert Ślepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-09.
• Zuzanna Kostecka & Robert Ślepaczuk, 2024, "Improving Realized LGD approximation: A Novel Framework with XGBoost for handling missing cash-flow data," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-12.
• Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
• Mahdi Ghodsi & Michael Landesmann & Nina Vujanović, 2024, "Can Multinationals Withstand Growing Trade Barriers?," wiiw Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 239, Jan.
• Dylan Brewer & Alyssa Carlson, 2024, "Addressing sample selection bias for machine learning methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 3, pages 383-400, April, DOI: 10.1002/jae.3029.
• Gloria González‐Rivera & C. Vladimir Rodríguez‐Caballero & Esther Ruiz, 2024, "Expecting the unexpected: Stressed scenarios for economic growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 5, pages 926-942, August, DOI: 10.1002/jae.3060.
• Hilde C. Bjørnland & Julia Skretting, 2024, "The shale oil boom and the US economy: Spillovers and time‐varying effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 39, issue 6, pages 1000-1020, September, DOI: 10.1002/jae.3059.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024, "Informational Boundaries of the State," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1487.
• Li, Heng Ying, 2024, "Is buy-to-let still worthwhile? Estimating the impact of residential landlord tax reform on prices and demand of buy-to-let properties," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 68.
• Asep Suryahadi & Arnita Rishanty & Robert Sparrow, 2024, "Social Capital and Economic Development in a Large and Multi-Ethnic Developing Country: Evidence from Indonesia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 41, issue 02, pages 301-323, September, DOI: 10.1142/S0116110524500082.
• Jin Seo Cho & Peter C.B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2024rwp-232, Oct.
• Missbach, Leonard & Steckel, Jan Christoph, 2024, "Distributional impacts of climate policy and effective compensation: Evidence from 88 countries," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 296491.
• Missbach, Leonard & Steckel, Jan Christoph & Renner, Sebastian & Kraus, Sebastian, 2024, "Coal-fired power plants and industrial development," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 300209.
• Greyling, Talita & Rossouw, Stephanié, 2024, "Vaccination uptake, happiness and emotions: using a supervised machine learning approach," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1482.
• Greyling, Talita & Rossouw, Stephanié, 2024, "Development and validation of a real-time happiness index using Google TrendsTM," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1493.
• Büchel, Jan & Engler, Jan, 2024, "Generative KI in Deutschland: Künstliche Intelligenz in Gesellschaft und Unternehmen," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 23/2024.
• Büchel, Jan & Monsef, Roschan, 2024, "Künstliche Intelligenz: Bessere Entlohnung durch Produktivitätsbooster?
  [Artificial Intelligence: Will boosted productivity lead to better pay?]," IW-Trends – Vierteljahresschrift zur empirischen Wirtschaftsforschung, Institut der deutschen Wirtschaft (IW) / German Economic Institute, volume 51, issue 2, pages 45-63, DOI: 10.2373/1864-810X.24-02-03.
• Latifi, Albina & Winker, Peter & Lenz, David, 2024, "Identification of innovation drivers based on technology-related news articles," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302371.

2023

• Hyeongwoo Kim & Jisoo Son, 2023, "Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-02, Feb.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2023, "Superior Predictability of American Factors of the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-05, Jun.
• Hyeongwoo Kim & Jisoo Son, 2023, "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2023-06, Jul.
• Dorel Mihai Paraschiv & Narciz Balasoiu & Souhir Ben-Amor & Raul Cristian Bag, 2023, "Hybridising Neurofuzzy Model the Seasonal Autoregressive Models for Electricity Price Forecasting on Germany’s Spot Market," The AMFITEATRU ECONOMIC journal, Academy of Economic Studies - Bucharest, Romania, volume 25, issue 63, pages 463-463, April.
• Ovidiu-Ilie Stofor, 2023, "Quality Analysis Of Learning Improves The Quality Of Learning," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 31, pages 169-182, June, DOI: 10.47743/rebs-2023-1-0010.
• Sanjiv Das & Richard Stanton & Nancy Wallace, 2023, "Algorithmic Fairness," Annual Review of Financial Economics, Annual Reviews, volume 15, issue 1, pages 565-593, November, DOI: 10.1146/annurev-financial-110921-12.
• Elliott Ash & Stephen Hansen, 2023, "Text Algorithms in Economics," Annual Review of Economics, Annual Reviews, volume 15, issue 1, pages 659-688, September, DOI: 10.1146/annurev-economics-082222-07.
• Оливер де Грут // Oliver de Groot & Джозеф Конингс // Jozef Konings, 2023, "Инфляционное таргетирование, денежно-кредитная политика и возврат к таргетированию в Казахстане. // Inflation Targeting, Monetary Policy and the Transition Back to Target in Kazakhstan," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 30-56.
• Муканов Н.С. // Mukanov N.S. & Алмагамбетов К.А. // Almagambetov K.A. & Джаржанов М.У. // Jarzhanov M.U. & Ильясов А.Б. // Ilyasov A.B., 2023, "Вопросы установления и достижения целевых ориентиров по инфляции. Выбор оптимальных характеристик цели по инфляции в Казахстане. // Setting and Achieving Inflation Targets. Choosing Optimal Characteri," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1 Special, pages 7-29.
• Lukáš Bernat & Radka Michlová & Helena Mitwallyová, 2023, "Pattern classification on specifics of public sector investments and budgeting principles," International Journal of Economic Sciences, European Research Center, volume 12, issue 1, pages 15-37, May.
• Joshua C. C. Chan & Aubrey Poon & Dan Zhu, 2023, "High-Dimensional Conditionally Gaussian State Space Models with Missing Data," Papers, arXiv.org, number 2302.03172, Feb.
• Bonsoo Koo & Benjamin Wong & Ze-Yu Zhong, 2023, "Disentangling Structural Breaks in Factor Models for Macroeconomic Data," Papers, arXiv.org, number 2303.00178, Feb, revised Nov 2025.
• Degui Li & Bin Peng & Songqiao Tang & Weibiao Wu, 2023, "Estimation of Grouped Time-Varying Network Vector Autoregression Models," Papers, arXiv.org, number 2303.10117, Mar, revised Mar 2024.
• Ajit Desai, 2023, "Machine Learning for Economics Research: When What and How?," Papers, arXiv.org, number 2304.00086, Mar, revised Apr 2023.
• Ruben Loaiza-Maya & Didier Nibbering & Dan Zhu, 2023, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Papers, arXiv.org, number 2306.14445, Jun.
• Riccardo Di Francesco, 2023, "Ordered Correlation Forest," Papers, arXiv.org, number 2309.08755, Sep.
• Damian Clarke & Nicol'as Paris & Benjam'in Villena-Rold'an, 2023, "(Frisch-Waugh-Lovell)': On the Estimation of Regression Models by Row," Papers, arXiv.org, number 2311.15829, Nov.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," Papers, arXiv.org, number 2312.15494, Dec, revised Jul 2024.
• DănuÅ£-Octavian SIMION, 2023, "Advanced Methods Of Including Classes And Objects In Application Modules Specific To Business Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 67, issue 1, pages 35-43, March.
• Danut-Octavian SIMION, 2023, "The Support Given By Data Analysis In The Decision-Making Process In Interdependent Economic Systems," Internal Auditing and Risk Management, Athenaeum University of Bucharest, volume 68, issue 2, pages 17-29, September.
• Ferran Sancho, 2023, "Stone-Geary meets CES:An extended linear expenditure system," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 971.23, Jun.
• Darab Molkabadi, Saeid, 2023, "Transition and Propagations of Oil Shock in the Oil Exporting Countries: Lessons from Iran (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 28, issue 4, pages 111-139, December.
• Todor Krastevich, 2023, "Retargeting Customers Using Uplift Modeling," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-99.
• Sonya Georgieva, 2023, "Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 177-199.
• Donald Coletti, 2023, "A Blueprint for the Fourth Generation of Bank of Canada Projection and Policy Analysis Models," Discussion Papers, Bank of Canada, number 2023-23, Oct, DOI: 10.34989/sdp-2023-23.
• Lin Chen & Stephanie Houle, 2023, "Turning Words into Numbers: Measuring News Media Coverage of Shortages," Discussion Papers, Bank of Canada, number 2023-8, Mar, DOI: 10.34989/sdp-2023-8.
• Stephanie Houle & Ryan Macdonald, 2023, "Identifying Nascent High-Growth Firms Using Machine Learning," Staff Working Papers, Bank of Canada, number 23-53, Oct, DOI: 10.34989/swp-2023-53.
• Ajit Desai, 2023, "Machine learning for economics research: when, what and how," Staff Analytical Notes, Bank of Canada, number 2023-16, Oct, DOI: 10.34989/san-2023-16.
• Marta Crispino & Vincenzo Mariani, 2023, "A tool to nowcast tourist overnight stays with payment data and complementary indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 746, Feb.
• Crispino Marta & Francesco Paolo Conteduca, 2023, "It's a match! Linking foreign counterparts in Italian customs data to their balance sheets," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 823, Dec.
• Juan Pablo Cote-Barón & Karen L. Pulido-Mahecha & Nicol Valeria Rodríguez-Rodríguez & Carlos D. Rojas-Martínez, 2023, "El ISAE: Un Indicador para Monitorear la Actividad Económica Colombiana en Alta Frecuencia," Borradores de Economia, Banco de la Republica de Colombia, number 1225, Mar, DOI: 10.32468/be.1225.
• Menzie Chinn & Baptiste Meunier & Sebastian Stumpner, 2023, "Nowcasting World Trade with Machine Learning: a Three-Step Approach," Working papers, Banque de France, number 917.
• Olivier de Bandt & Jean-Charles Bricongne & Julien Denes & Alexandre Dhenin & Annabelle De Gaye & Pierre-Antoine Robert, 2023, "Using the Press to Construct a New Indicator of Inflation Perceptions in France," Working papers, Banque de France, number 921.
• Konstantin Boss & Finja Krueger & Conghan Zheng & Tobias Heidland & Andre Groeger, 2023, "Forecasting Bilateral Refugee Flows with High-dimensional Data and Machine Learning Techniques," Working Papers, Barcelona School of Economics, number 1387, Mar.
• Pongpitch Amatyakul & Panchanok Jumrustanasan & Pornchanok Tapkham, 2023, "What can 20 billion financial transactions tell us about the impacts of Covid-19 fiscal transfers?," BIS Working Papers, Bank for International Settlements, number 1130, Oct.
• Anastasios Petropoulos & Evangelos Stavroulakis & Panagiotis Lazaris & Vasilis Siakoulis & Nikolaos Vlachogiannakis, 2023, "Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information," Working Papers, Bank of Greece, number 315, Mar, DOI: 10.52903/wp2023315.
• Ryuichiro Hashimoto & Kakeru Miura & Yasunori Yoshizaki, 2023, "Application of Machine Learning to a Credit Rating Classification Model: Techniques for Improving the Explainability of Machine Learning," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-6, Apr.
• Byrne, David & Goodhead, Robert & McMahon, Michael & Parle, Conor, 2023, "The Central Bank Crystal Ball: Temporal information in monetary policy communication," Research Technical Papers, Central Bank of Ireland, number 1/RT/23, Feb.
• Byrne, David & Goodhead, Robert & McMahon, Michael & Parle, Conor, 2023, "Measuring the Temporal Dimension of Text: An Application to Policymaker Speeches," Research Technical Papers, Central Bank of Ireland, number 2/RT/23, Feb.
• Martha Cruz Zuniga & Dawit Senbet, 2023, "Does the Effectiveness of Monetary Policy Depend on the Choice of Policy Instrument? Empirical Evidence from South Korea," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 12, issue 2, pages 239-265.
• Nicholas Bloom & Steven J. Davis & Stephen Hansen & Peter Lambert & Raffaella Sadun & Bledi Taska, 2023, "Remote work across jobs, companies and space," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1935, Jul.
• Nicholas Bloom & Steven J. Davis & Stephen Hansen & Peter Lambert & Raffaella Sadun & Bledi Taska, 2023, "Remote work across jobs, companies and space," POID Working Papers, Centre for Economic Performance, LSE, number 067, Mar.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series, CESifo, number 10223.
• Donia Kamel & Laura Pollacci, 2023, "Academic Migration and Academic Networks: Evidence from Scholarly Big Data and the Iron Curtain," CESifo Working Paper Series, CESifo, number 10377.
• Anna Kerkhof & Valentin Reich, 2023, "Gender Stereotypes in User-Generated Content," CESifo Working Paper Series, CESifo, number 10578.
• Daniel Ershov & Yanting, He & Stephan Seiler, 2023, "How Much Influencer Marketing Is Undisclosed? Evidence from Twitter," CESifo Working Paper Series, CESifo, number 10743.
• Eugenia Gonzalez Ehlinger & Fabian Stephany, 2023, "Skills or Degree? The Rise of Skill-Based Hiring for AI and Green Jobs," CESifo Working Paper Series, CESifo, number 10817.
• Fetzer, Thiemo & Gazze, Ludovica & Bishop, Menna, 2023, "Distributional and climate implications of policy responses to energy price shocks," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 671.
• Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-119, Dec.
• Nicolas Camenzind & Damir Filipović, 2023, "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-97, Oct.
• Oscar Espinosa & Jhonathan Rodr√≠guez & Diego √Åvila & Paul Rodr√≠guez-Lesmes & Sergio Basto & Giancarlo Romano & Lorena Mesa & Hern√°n Enr√≠quez, 2023, "The impact of updating health benefits plans on health technologies usage and expenditures: the case of Colombia," Documentos de Trabajo, Universidad del Rosario, number 20821, Jul.
• Sauvenier, Mathieu & Van Bellegem, Sébastien, 2023, "Direction Identification and Minimax Estimation by Generalized Eigenvalue Problem in High Dimensional Sparse Regression," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2023005, Jan.
• Battaglini, Marco & Guiso, Luigi & Lacava, Chiara & Miller , Douglas L. & Patacchini, Eleonora, 2023, "Refining Public Policies with Machine Learning: The Case of Tax Auditing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17796, Jan.
• Byrne, David & Goodhead, Robert & Mcmahon, Michael & Parle, Conor, 2023, "The Central Bank Crystal Ball: Temporal information in monetary policy communication," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17930, Feb.
• Byrne, David & Goodhead, Robert & Mcmahon, Michael & Parle, Conor, 2023, "Measuring the Temporal Dimension of Text: An Application to Policymaker Speeches," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17931, Feb.
• O'Connell, Martin & Smith, Howard & Thomassen, Oyvind, 2023, "A two sample size estimator for large data sets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17941, Feb.
• Hansen, Stephen & Lambert, Peter & Bloom, Nicholas & Davis, Steven & Sadun, Raffaella & Taska, Bledi, 2023, "Remote Work across Jobs, Companies, and Space," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17964, Mar.
• Fetzer, Thiemo & Gazzè, Ludovica & Bishop, Menna, 2023, "Distributional and climate implications of policy responses to the energy crisis: Lessons from the UK," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17990, Mar.
• Ash, Elliott & Hansen, Stephen, 2023, "Text Algorithms in Economics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18125, Apr.
• Ershov, Daniel & He, Yanting & Seiler, Stephan, 2023, "How Much Influencer Marketing is Undisclosed? Evidence from Twitter," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18554, Oct.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023, "Deep Dynamic Factor Models," Working Papers, Center for Research in Economics and Statistics, number 2023-08, May.
• Gerard J. van den Berg & Max Kunaschk & Julia Lang & Gesine Stephan & Arne Uhlendorf, 2023, "Predicting Re-Employment: Machine Learning Versus Assessments by Unemployed Workers and by Their Caseworkers," Working Papers, Center for Research in Economics and Statistics, number 2023-09, Aug.
• Espasa, Antoni & Carlomagno Real, Guillermo, 2023, "Tall big data time series of high frequency: stylized facts and econometric modelling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37746, Jul.
• Fuwei Jiang & Wei Ning & Hao Xue, 2023, "Factor Timing with Investor Sentiment," Annals of Economics and Finance, Society for AEF, volume 24, issue 2, pages 401-437, November.
• Pfarrhofer, Michael, 2023, "Measuring International Uncertainty Using Global Vector Autoregressions with Drifting Parameters," Macroeconomic Dynamics, Cambridge University Press, volume 27, issue 3, pages 770-793, April.
• Micocci, Francesca & Rungi, Armando, 2023, "Predicting Exporters with Machine Learning," World Trade Review, Cambridge University Press, volume 22, issue 5, pages 584-607, December.
• Heike Link & Dennis Gaus & Neil Murray & Maria Fernanda Guajardo Ortega & Flavien Gervois & Frederik von Waldow & Sofia Eigner, 2023, "Combining GPS Tracking and Surveys for a Mode Choice Model: Processing Data from a Quasi-Natural Experiment in Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2047.
• Dorinth van Dijk & Jasper de Winter, 2023, "Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press," Working Papers, DNB, number 766, Mar.
• Hurlin, Christophe & Pérignon, Christophe, 2023, "Machine Learning and IRB Capital Requirements: Advantages, Risks, and Recommendations," HEC Research Papers Series, HEC Paris, number 1480, Jun, DOI: 10.2139/ssrn.4483793.